+189.8%
NOC vs AME
+445.1%
-255.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -1.2% |
| 7D | +0.8% | +1.7% | -1.0% | +0.1% |
| 30D | -9.7% | -6.4% | -3.3% | -7.5% |
| 3M | -5.6% | +7.1% | -12.7% | -8.6% |
| 6M | -28.6% | +8.2% | -36.7% | -31.3% |
| YTD | -7.9% | +18.2% | -26.0% | -14.5% |
| 1Y | -9.5% | +26.7% | -36.3% | -18.6% |
| 3Y | +28.4% | +60.7% | -32.3% | +1.6% |
| 5Y | +59.0% | +91.6% | -32.6% | +13.0% |
| All | +189.8% | +445.1% | -255.2% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling